ISSN:
1572-9613
Keywords:
Random walks
;
disordered media
;
transport properties
Source:
Springer Online Journal Archives 1860-2000
Topics:
Physics
Notes:
Abstract We derive asymptotic properties of the propagatorp(r,t) of a continuous-time random walk (CTRW) in which the waiting time density has the asymptotic formψ(t)∼T α/t α+1 whent≫T and 0〈α〈1. Several cases are considered; the main ones are those that assume that the variance of the displacement in a single step of the walk is finite. Under this assumption we consider both random walks with and without a bias. The principal results of our analysis is that one needs two forms to characterizep(r,t), depending on whetherr is large or small, and that the small-r expansion cannot be characterized by a scaling form, although it is possible to find such a form for larger. Several results can be demonstrated that contrast with the case in which 〈t〉=∫ 0 ∞ τψ(τ)dτ is finite. One is that the asymptotic behavior ofp(0,t) is dominated by the waiting time at the origin rather than by the dimension. The second difference is that in the presence of a fieldp(r,t) no longer remains symmetric around a moving peak. Rather, it is shown that the peak of this probability always occurs atr=0, and the effect of the field is to break the symmetry that occurs when 〈t〉∞. Finally, we calculate similar properties, although in not such great detail, for the case in which the single-step jump probabilities themselves have an infinite mean.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF01023645
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